Scotland have failed to win a game in three previous Euro finals, and Evans hopes that will change in Norway. They are in Group A with the hosts and the Netherlands - while England, Spain, Sweden and the Republic of Ireland make up Group B.
Highly unusually, holders France and Germany, who between them have won three of the last four Euros, failed to qualify for the finals.
"This squad has a huge desire to do well, but this is a tough group," said Evans. "We have to recognise that Scotland's record in the finals is eight defeats and a draw, so the first target is to win a game.
"Belgium qualified by knocking out Germany, so that tells you how good a team they are. Norway have the advantage of being the hosts and Holland's record in developing players speaks for itself."